+61.3%
HDB vs COO
+40.7%
+20.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +2.5% | +0.1% | +1.9% |
| 7D | +13.7% | +4.3% | +9.4% | +12.3% |
| 30D | +15.8% | +17.6% | -1.7% | +10.5% |
| 3M | +9.2% | -13.9% | +23.1% | +13.4% |
| 6M | +3.2% | +6.6% | -3.4% | +0.3% |
| YTD | -29.4% | -22.0% | -7.4% | -24.8% |
| 1Y | -27.9% | -8.8% | -19.1% | -26.9% |
| 3Y | -5.9% | -21.5% | +15.6% | -3.8% |
| 5Y | -23.5% | -41.0% | +17.5% | -15.1% |
| 10Y | +61.3% | +40.9% | +20.4% | +43.8% |
| All | +61.3% | +40.7% | +20.6% | +43.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded COO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling